Yep. You gat a click, then just a light "Puff" normally. We always say "Click but no bang, Check the Bore". You have to get the bullet back out with a cleaning rod, Brass Rod, or wood dowel if in a pistol.
What the woman did wrong if you watch again, is pull the trigger, and got nothing. She ejects the shell into her hand, and chambers another round. Then BOOM!!!
She could have told by the lack of the bullet in the ejected shell there was a bullet in the bore.